VONG Vanguard Russell 1000 Growth Index Fund ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-05-31
Executive Summary
The quantitative backtest for VONG (Vanguard Russell 1000 Growth Index Fund ETF) using the Excess Return MMA CA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -26.6% (compared to the benchmark's drawdown of -32.7%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 14.7%, compared to a Buy-and-Hold benchmark return of 17.1%. The strategy executed 39 total trades.
* Excess Return MMA CA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility, with a month-end dynamic Cash Alternative sleeve rotation.
* Excess Return MMA CA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility, with a month-end dynamic Cash Alternative sleeve rotation.
📊 Mathematical Model
Excess Return MMA
Advanced Ensemble: Uses multiple signal layers for maximum trend stability and noise reduction.
Excess Return MMA CA Active
Advanced Dynamic Sleeve: MMA ensemble signals on the primary asset combined with a momentum-based cash alternative ETF rotation.
Excess Return SMA
Standard Signal: Classical quantitative trend following optimized for reliable directionality.
Moving Average (50/200)
Moving Average: The baseline 50/200-day crossover model used by technical analysts worldwide.
VONG Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 17.41% | 28.58% | 9.89% | 15.80% | 16.06% | 18.78% | 14.74% | 17.15% |
| Sharpe Ratio | 1.27 | 1.65 | 0.63 | 0.69 | 0.97 | 0.83 | 0.95 | 0.83 |
| Max Drawdown | -11.62% | -16.23% | -26.56% | -32.72% | -26.56% | -32.72% | -26.56% | -32.72% |
| % Time Invested | 95.6% | 100.0% | 90.1% | 100.0% | 94.1% | 100.0% | 95.7% | 100.0% |
| Trades / Year | 2.0 | 0.0 | 3.8 | 0.0 | 3.1 | 0.0 | 2.8 | 0.0 |
Cumulative Growth Performance
Return Distribution Analysis
Trade History
This log shows every signal-driven transition. Completed trades reflect standard market cycles. An Open / Mark-to-Market exit denotes a position currently held active, valued at the latest price. Interest entries record cash yields accrued during out-of-market periods.
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2026-04-22 | Open | Open | 33.33% | $122.36 | $131.61 | 7.56% | Mark-to-Market |
| 2026-04-15 | Open | Open | 33.33% | $119.00 | $131.61 | 10.60% | Mark-to-Market |
| 2026-04-15 | Open | Open | 33.33% | $119.00 | $131.61 | 10.60% | Mark-to-Market |
| 2026-03-30 | 2026-04-22 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2026-03-23 | 2026-04-15 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2026-03-03 | 2026-04-15 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.41% | Interest Income |
| 2025-04-24 | 2026-03-30 | Completed | 33.33% | $89.89 | $107.16 | 19.21% | Stop |
| 2025-09-03 | 2026-03-23 | Completed | 33.33% | $114.13 | $111.82 | -2.03% | Stop |
| 2026-02-23 | 2026-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2025-07-09 | 2026-02-23 | Completed | 33.33% | $109.46 | $116.33 | 6.28% | Signal |
| 2025-07-28 | 2025-09-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.40% | Interest Income |
| 2025-05-01 | 2025-07-28 | Completed | 33.33% | $95.74 | $113.08 | 18.11% | Signal |
| 2025-06-03 | 2025-07-09 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.58% | Interest Income |
| 2025-05-02 | 2025-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2025-04-08 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.21% | Interest Income |
| 2025-04-07 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.61% | Interest Income |
| 2025-04-01 | 2025-04-24 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2025-04-02 | 2025-04-08 | Completed | 33.33% | $91.94 | $86.91 | -5.48% | Stop |
| 2025-04-02 | 2025-04-07 | Completed | 33.33% | $91.94 | $79.88 | -13.12% | Signal |
| 2025-03-11 | 2025-04-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2025-03-11 | 2025-04-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2024-08-28 | 2025-04-01 | Completed | 33.33% | $93.43 | $92.13 | -1.39% | Stop |
| 2024-08-28 | 2025-03-11 | Completed | 33.33% | $93.43 | $92.75 | -0.73% | Stop |
| 2024-08-28 | 2025-03-11 | Completed | 33.33% | $93.43 | $92.75 | -0.73% | Stop |
| 2024-08-06 | 2024-08-28 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2024-08-06 | 2024-08-28 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2024-08-06 | 2024-08-28 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2023-12-20 | 2024-08-06 | Completed | 33.33% | $77.07 | $85.38 | 10.78% | Stop |
| 2023-01-18 | 2024-08-06 | Completed | 33.33% | $56.78 | $85.38 | 50.36% | Stop |
| 2023-01-18 | 2024-08-06 | Completed | 33.33% | $56.78 | $85.38 | 50.36% | Stop |
| 2023-11-13 | 2023-12-20 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.62% | Interest Income |
| 2023-01-18 | 2023-11-13 | Completed | 33.33% | $56.78 | $71.29 | 25.56% | Signal |
| 2022-12-02 | 2023-01-18 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.86% | Interest Income |
| 2022-12-02 | 2023-01-18 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.86% | Interest Income |
| 2022-12-02 | 2023-01-18 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.86% | Interest Income |
| 2022-11-08 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2022-10-21 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.38% | Interest Income |
| 2022-10-04 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income |
| 2022-10-05 | 2022-11-08 | Completed | 33.33% | $55.16 | $54.16 | -1.83% | Signal |
| 2022-10-18 | 2022-10-21 | Completed | 33.33% | $55.03 | $53.29 | -3.14% | Signal |
| 2022-10-04 | 2022-10-18 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2022-10-04 | 2022-10-05 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2022-09-26 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.40% | Interest Income |
| 2022-09-02 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income |
| 2022-09-02 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income |
| 2022-06-01 | 2022-09-26 | Completed | 33.33% | $60.05 | $54.22 | -9.71% | Stop |
| 2022-04-27 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2022-03-02 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2022-05-09 | 2022-06-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2022-02-16 | 2022-05-09 | Completed | 33.33% | $68.19 | $58.82 | -13.74% | Stop |
| 2022-02-15 | 2022-04-27 | Completed | 33.33% | $68.20 | $61.64 | -9.62% | Stop |
| 2022-03-01 | 2022-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2022-02-15 | 2022-03-01 | Completed | 33.33% | $68.20 | $66.59 | -2.36% | Signal |
| 2022-01-25 | 2022-02-16 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2022-01-24 | 2022-02-15 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2022-01-24 | 2022-02-15 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-04-01 | 2022-01-25 | Completed | 33.33% | $35.74 | $66.27 | 85.40% | Stop |
| 2020-06-03 | 2022-01-24 | Completed | 33.33% | $46.26 | $65.63 | 41.85% | Stop |
| 2020-03-24 | 2022-01-24 | Completed | 33.33% | $34.17 | $65.63 | 92.07% | Stop |
| 2020-06-02 | 2020-06-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2020-04-23 | 2020-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2020-03-24 | 2020-04-23 | Completed | 33.33% | $34.17 | $41.01 | 20.04% | Signal |
| 2020-03-10 | 2020-04-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income |
| 2020-03-03 | 2020-03-24 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2020-03-03 | 2020-03-24 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2019-01-15 | 2020-03-10 | Completed | 33.33% | $32.80 | $40.18 | 22.49% | Stop |
| 2020-03-02 | 2020-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-03-02 | 2020-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2019-06-26 | 2020-03-02 | Completed | 33.33% | $38.32 | $41.60 | 8.57% | Stop |
| 2019-03-26 | 2020-03-02 | Completed | 33.33% | $36.61 | $41.60 | 13.64% | Stop |
| 2019-06-04 | 2019-06-26 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2019-04-08 | 2019-06-04 | Completed | 33.33% | $37.58 | $35.91 | -4.44% | Stop |
| 2019-03-04 | 2019-04-08 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.42% | Interest Income |
| 2019-03-04 | 2019-03-26 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2019-02-20 | 2019-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income |
| 2018-12-04 | 2019-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.61% | Interest Income |
| 2019-01-17 | 2019-02-20 | Completed | 33.33% | $33.16 | $35.63 | 7.46% | Signal |
| 2018-12-24 | 2019-01-17 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2018-12-20 | 2019-01-15 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2018-11-21 | 2018-12-24 | Completed | 33.33% | $33.05 | $29.98 | -9.31% | Stop |
| 2012-09-14 | 2018-12-20 | Completed | 33.33% | $15.08 | $31.46 | 108.58% | Stop |
| 2018-11-30 | 2018-12-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2018-11-21 | 2018-11-30 | Completed | 33.33% | $33.05 | $34.40 | 4.06% | Signal |
| 2018-11-02 | 2018-11-21 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2018-11-02 | 2018-11-21 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2018-10-30 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2018-10-30 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2016-07-12 | 2018-10-30 | Completed | 33.33% | $24.20 | $33.11 | 36.84% | Stop |
| 2016-05-04 | 2018-10-30 | Completed | 33.33% | $23.02 | $33.11 | 43.85% | Stop |
| 2016-04-04 | 2016-07-12 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.76% | Interest Income |
| 2016-04-04 | 2016-05-04 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2016-03-02 | 2016-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2016-03-02 | 2016-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2016-02-25 | 2016-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2016-02-02 | 2016-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2016-02-12 | 2016-02-25 | Completed | 33.33% | $20.77 | $21.90 | 5.44% | Signal |
| 2016-02-02 | 2016-02-12 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2016-01-21 | 2016-02-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2016-01-06 | 2016-02-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.07% | Interest Income |
| 2015-12-10 | 2016-01-21 | Completed | 33.33% | $23.30 | $21.22 | -8.93% | Stop |
| 2015-09-17 | 2016-01-06 | Completed | 33.33% | $22.53 | $22.52 | -0.08% | Signal |
| 2015-11-03 | 2015-12-10 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2015-09-02 | 2015-11-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2015-09-02 | 2015-09-17 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2015-08-25 | 2015-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2015-08-25 | 2015-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2013-02-20 | 2015-08-25 | Completed | 33.33% | $15.55 | $21.99 | 41.37% | Stop |
| 2012-09-14 | 2015-08-25 | Completed | 33.33% | $15.08 | $21.99 | 45.79% | Stop |
| 2013-01-28 | 2013-02-20 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2012-09-14 | 2013-01-28 | Completed | 33.33% | $15.08 | $15.36 | 1.85% | Signal |
| 2012-09-12 | 2012-09-14 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2012-09-12 | 2012-09-14 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2012-09-12 | 2012-09-14 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income |